E-Book, Englisch, Band 1927, 294 Seiten
Reihe: Princeton Legacy Library
Malkiel Term Structure of Interest Rates
Erscheinungsjahr 2015
ISBN: 978-1-4008-7978-6
Verlag: De Gruyter
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)
Expectations and Behavior Patterns
E-Book, Englisch, Band 1927, 294 Seiten
Reihe: Princeton Legacy Library
ISBN: 978-1-4008-7978-6
Verlag: De Gruyter
Format: PDF
Kopierschutz: Adobe DRM (»Systemvoraussetzungen)
No detailed description available for "Term Structure of Interest Rates".
Autoren/Hrsg.
Fachgebiete
Weitere Infos & Material
Frontmatter, pg. i
Preface, pg. vii
Contents, pg. xi
List of Figures, pg. xvii
List of Tables, pg. xix
1. The Yield Curve: Methods of Construction and Historical Patterns, pg. 1
2. The Traditional Expectations Theory and Its Critics, pg. 17
3. An Alternative Formulation of the Expectations Theory, pg. 50
4. An Empirical Test of the Reformulated Expectations Hypothesis, pg. 82
5. Transactions Costs and the Term Structure of Interest Rates, pg. 102
6. Modifications for Institutional Preferences and Diverse Expectations: Some Empirical Evidence on Behavior Patterns, pg. 144
7. A Synthesis of the Expectations and Institutional Theories, pg. 181
8. Summary and Policy Implications, pg. 214
Glossary, pg. 248
Bibliography, pg. 253
Index, pg. 261